The autoregressive model is a particularity of class general ARIMA?











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I'm social science student and recently started studyng time series.



My question is if the autoregressive model is a particularity of class general ARIMA?



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probability probability-theory statistics stochastic-processes time-series







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    up vote
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    down vote

    favorite
    1












    I'm social science student and recently started studyng time series.



    My question is if the autoregressive model is a particularity of class general ARIMA?



    Thanks.






    probability probability-theory statistics stochastic-processes time-series







    share|cite|improve this question
























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      down vote

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      1









      up vote
      0
      down vote

      favorite
      1






      1





      I'm social science student and recently started studyng time series.



      My question is if the autoregressive model is a particularity of class general ARIMA?



      Thanks.






      probability probability-theory statistics stochastic-processes time-series







      share|cite|improve this question













      I'm social science student and recently started studyng time series.



      My question is if the autoregressive model is a particularity of class general ARIMA?



      Thanks.






      probability probability-theory statistics stochastic-processes time-series




      probability probability-theory statistics stochastic-processes time-series






      share|cite|improve this question













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      asked Nov 17 at 7:31









      Cuca Beludo

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          Yes, it is basically AR(P) = ARIMA(P, $0$, $0$)






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            1 Answer
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            active

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            active

            oldest

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            active

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            up vote
            0
            down vote



            accepted










            Yes, it is basically AR(P) = ARIMA(P, $0$, $0$)






            share|cite|improve this answer

























              up vote
              0
              down vote



              accepted










              Yes, it is basically AR(P) = ARIMA(P, $0$, $0$)






              share|cite|improve this answer























                up vote
                0
                down vote



                accepted







                up vote
                0
                down vote



                accepted






                Yes, it is basically AR(P) = ARIMA(P, $0$, $0$)






                share|cite|improve this answer












                Yes, it is basically AR(P) = ARIMA(P, $0$, $0$)







                share|cite|improve this answer












                share|cite|improve this answer



                share|cite|improve this answer










                answered Nov 17 at 7:55









                Makina

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